ROME
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Robust and reliable portfolio optimization formulation of a chance constrained problem ⋮ A Distributional Interpretation of Robust Optimization ⋮ Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches ⋮ The worst-case discounted regret portfolio optimization problem ⋮ Price of Correlations in Stochastic Optimization ⋮ Distributionally robust mixed integer linear programs: persistency models with applications ⋮ Process Flexibility: A Distribution-Free Bound on the Performance of k-Chain ⋮ Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization ⋮ A robust optimization approach to diet problem with overall glycemic load as objective function ⋮ A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty ⋮ Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods ⋮ K-Adaptability in Two-Stage Robust Binary Programming ⋮ New reformulations of distributionally robust shortest path problem ⋮ Robust grouped variable selection using distributionally robust optimization ⋮ Robust linear classification from limited training data ⋮ A polynomial-time solution scheme for quadratic stochastic programs ⋮ Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball ⋮ Distributionally robust fault detection design and assessment for dynamical systems ⋮ On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty ⋮ A robust optimization approach to dispatching technicians under stochastic service times ⋮ An approach to the distributionally robust shortest path problem ⋮ A value function-based approach for robust surgery planning ⋮ Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities ⋮ Incorporating model uncertainty into optimal insurance contract design ⋮ Robust and distributionally robust optimization models for linear support vector machine ⋮ Robust design of service systems with immobile servers under demand uncertainty ⋮ Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty ⋮ Distributionally robust optimization with polynomial densities: theory, models and algorithms ⋮ Risk bounded nonlinear robot motion planning with integrated perception \& control ⋮ Distributions with maximum spread subject to Wasserstein distance constraints ⋮ A class of two-stage distributionally robust games ⋮ Distributionally robust reinsurance with value-at-risk and conditional value-at-risk ⋮ Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models ⋮ Supply chain network design under uncertainty: a comprehensive review and future research directions ⋮ \(K\)-adaptability in two-stage mixed-integer robust optimization ⋮ Distributionally robust joint chance constraints with second-order moment information ⋮ Binary decision rules for multistage adaptive mixed-integer optimization ⋮ On the multistage shortest path problem under distributional uncertainty ⋮ Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment ⋮ A constraint sampling approach for multi-stage robust optimization ⋮ Robust post-disaster route restoration ⋮ A unified framework for stochastic optimization ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ Multipolar robust optimization ⋮ Risk and Utility in the Duality Framework of Convex Analysis ⋮ A Brief Overview of Interdiction and Robust Optimization ⋮ Optimal initial capital induced by the optimized certainty equivalent ⋮ A resilience optimization approach for workforce-inventory control dynamics under uncertainty ⋮ Risk-averse model predictive control ⋮ Distributionally robust multi-item newsvendor problems with multimodal demand distributions ⋮ Generalized decision rule approximations for stochastic programming via liftings ⋮ A survey of adjustable robust optimization ⋮ Multistage robust mixed-integer optimization under endogenous uncertainty ⋮ Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment ⋮ Compromise solutions for robust combinatorial optimization with variable-sized uncertainty ⋮ A utility theory based interactive approach to robustness in linear optimization ⋮ Decision rule approximations for the risk averse reservoir management problem ⋮ Robust unit commitment with \(n-1\) security criteria ⋮ Recent advances in robust optimization: an overview ⋮ The decision rule approach to optimization under uncertainty: methodology and applications ⋮ The value of the right distribution in stochastic programming with application to a Newsvendor problem ⋮ Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems ⋮ Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations ⋮ A stochastic program with time series and affine decision rules for the reservoir management problem ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making ⋮ Data-driven distributionally robust capacitated facility location problem ⋮ Decomposition for adjustable robust linear optimization subject to uncertainty polytope ⋮ Robust optimization of uncertain multistage inventory systems with inexact data in decision rules ⋮ A Robust Optimization Model for Managing Elective Admission in a Public Hospital ⋮ Deriving robust counterparts of nonlinear uncertain inequalities ⋮ Robust worst-case optimal investment ⋮ Multistage Adaptive Robust Optimization for the Unit Commitment Problem ⋮ Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems ⋮ New safe approximation of ambiguous probabilistic constraints for financial optimization problem ⋮ Robust global sourcing under compliance legislation ⋮ Robust Quadratic Programming with Mixed-Integer Uncertainty ⋮ A data-driven approach for a class of stochastic dynamic optimization problems ⋮ Distributionally robust \(L_1\)-estimation in multiple linear regression ⋮ Distributionally Robust Optimization and Its Tractable Approximations ⋮ Robust Sensitivity Analysis for Stochastic Systems ⋮ Robust MDPs with k-Rectangular Uncertainty ⋮ Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization ⋮ KDE distributionally robust portfolio optimization with higher moment coherent risk ⋮ A multi-objective distributionally robust model for sustainable last mile relief network design problem ⋮ Distributionally robust optimization. A review on theory and applications ⋮ A new approach for worst-case regret portfolio optimization problem ⋮ Environmental game modeling with uncertainties ⋮ A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems ⋮ Data-driven stochastic optimization for distributional ambiguity with integrated confidence region ⋮ T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method ⋮ Kernel density estimation based distributionally robust mean-CVaR portfolio optimization ⋮ Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets ⋮ ROmodel: modeling robust optimization problems in pyomo ⋮ Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics ⋮ Multistage adaptive robust optimization for the hydrothermal scheduling problem ⋮ On distributionally robust multiperiod stochastic optimization ⋮ Risk and complexity in scenario optimization ⋮ Robust Optimization Made Easy with ROME ⋮ A survey of nonlinear robust optimization
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